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篇名 進出口貿易量變動與經濟成長之動態關聯性
卷期 8:1
並列篇名 The Dynamic Association of Trade Volume Variation and Economic Growth
作者 李正文黃子軒
頁次 031-039
關鍵字 經濟成長共整合向量誤差修正模型Granger 因果關係檢定
出刊日期 201301

中文摘要

本研究以季資料及時間序列分析之單根檢定、Johansen 共整合檢定、向量誤差修正模型與Granger 因果關係檢定,探討台灣與中、日、美、歐洲(德、英、法)、南美洲(巴西、智利、阿根廷)以及全球之進出口貿易量變動對台灣經濟成長之影響。Johansen 共整合檢定結果,台灣經濟成長率與全球總進出口值成長率,以及與美、日、中、歐洲及南美洲進出口值成長率變數間,皆存在長期均衡關係。向量誤差修正模型的檢定結果,發現經濟成長的變化領先於進出口貿易的變動,顯示短期間台灣的經濟成長變化會帶動台灣進出口的變動。Granger 因果關係檢定結果,台灣的經濟成長與各國的進出口貿易變動間,部分存在相互雙向回饋因果關係,部分則呈現獨立關係。

英文摘要

Seasonal data is applied to examine the relationships among Taiwan’s import-export and economic growth and those of China, Japan, USA, Europe (Germany, UK and France), South America (Brazil, Chili and Argentina) and the global in this research by empirical methods including ADF unit roots test, Johansen cointegration test, vector error correction model (VECM) and Granger causality test. In evidence, the result of Johansen cointegration test shows that all the items including Taiwan economic growth, the Global import growth and export growth, as well as the import and export growth of the USA, Japan, China, European and South American significantly exist long-term stable equilibrium relationships. The empirical analyses from VECM show that the variation of economic growth leads the change of import-export trade volume. And this trade volume change will also influence economic growth in Taiwan. Consequently, according to Granger causality test,bidirectional feedback causality relationships partially exist betwe n Taiwan’s economic growth and its trading partners’ import-export volume while the rest of the part shows independent relationships.

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